+337.5%
AMD vs SPG
+102.5%
+235.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +2.6% | -2.4% | +5.0% | +3.9% |
| 30D | -0.9% | -6.8% | +5.9% | +2.9% |
| 3M | -8.7% | +2.7% | -11.4% | -11.9% |
| 6M | +136.3% | +5.5% | +130.9% | +124.2% |
| YTD | +123.0% | +15.7% | +107.3% | +97.8% |
| 1Y | +195.2% | +20.9% | +174.3% | +151.3% |
| 3Y | +336.3% | +112.4% | +224.0% | +135.8% |
| All | +337.5% | +102.5% | +235.0% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling